Parametric Equity Plus ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.24% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3317 | 2.19 | |
| 0.0459 | 0.67 | |
| 0.0000 | 0.00 | |
| -132.2431 | -2.00 | |
| 241.9915 | 2.60 | |
| -256.7210 | -4.15 | |
| 227.7265 | 3.86 | |
| -81.1149 | -1.44 | |
| 4.2160 | 0.08 | |
| -18.0752 | -0.40 | |
| 18.5239 | 0.57 |
Estimation Period:
Nov 8, 2024 to Feb 13, 2026
Nov 8, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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